Step 1

Combine the glaze ingredients in a small pot. Heat over medium heat. Bring to a rolling boil. Reduce to simmer and cook for 5 minutes. Keep warm.

Step 2

Combine the ingredients in a medium bowl, until blended. Keep cold. Add more milk, if you like it thinner.

Step 3

Preheat: Preheat Ninja Grill. Set function to grill, temperature to medium and time to 20 minutes.

Step 4

Skewer: For straight shrimp, insert a skewer up through the tail into the shrimp. For regular curly shrimp, skip this step.

Step 5

Wrap: Wrap half a slice of bacon around each shrimp. Secure with a toothpick.

Step 6

Grill: Place the shrimp on the grill for 8 minutes, flipping after 4 minutes.

Step 7

Glaze: Brush with ancho chile glaze. Grill for 2-3 minutes. Flip. Brush again with glaze. Grill 2-3 more minutes or until shrimp are pink and bacon is crisp. Remove from the grill and remove the toothpicks.

Step 8

Garnish: Serve with ranch dipping sauce and garnish with chopped chives.